+75.2%
SPY vs NVTS
-40.8%
+116.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.0% | +0.9% |
| 7D | -0.9% | +7.9% | -8.8% | -1.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | -1.2% | -26.0% | +24.8% | -0.1% |
| 6M | +3.3% | -55.5% | +58.8% | +6.0% |
| YTD | +12.3% | +41.0% | -28.7% | +7.2% |
| 1Y | +12.4% | +10.4% | +2.0% | +8.5% |
| 3Y | +78.8% | +60.9% | +17.9% | +61.0% |
| 5Y | +75.2% | -42.8% | +118.0% | +56.2% |
| All | +75.2% | -40.8% | +116.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling